Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,436 CHF | 71,686 CHF | 99.96% | 99.96% |
19/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,416 CHF | 69,666 CHF | 99.80% | 99.80% |
18/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,772 CHF | 74,022 CHF | 99.91% | 99.91% |
15/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,519 CHF | 75,769 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,012 CHF | 70,262 CHF | 99.56% | 99.56% |
13/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,966 CHF | 68,216 CHF | 99.95% | 99.95% |
12/11/2024 | 0.34% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,267 CHF | 74,517 CHF | 99.77% | 99.77% |
11/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,152 CHF | 78,402 CHF | 99.81% | 99.81% |
08/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,966 CHF | 73,216 CHF | 99.84% | 99.84% |
07/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,413 CHF | 68,663 CHF | 99.91% | 99.91% |